There is no correspondece between the location of the connector as you see it on the screen, and the location as the program actually understands it after a certain sequence of actions. As a consequence you cannot select the connector because it is not located where you see it.
Steps to reproduce:
1. Choose any pre-existing connector.
2. Copy-paste it and move the copy anywhere so that the connector is free, i.e its edges are not attached to anything.
3. Create two rectangles
4. Select the new connector, and drag each edge so that it attaches to the rectangles and connects them.
5. After the second edge was attached, the connector now has automatically changed location so that it connects the two rectangles (you wished).
The connector can no longer be selected, either by clicking directly on it or by trying to drag the mouse around it. The connector is actually still where it was BEFORE you attached the two edges. If you drag the mouse around the old location of the connector, you can actually select it even though nothing is there.
When you manage to select it in the above fashion, you can now interact with it (e.g right click, drag its edges). Now if you change the shape of the connector (drag one of its edges or something) and then you UNDO, the connector will disappear and appear back at its original location.
The new location is only correctly registered if you move one of the two rectangles. Then the connector is normally selectable again.
All the above should behave correctly.
Platform (if different from the browser):
Browser: Mozilla/5.0 (X11; Ubuntu; Linux i686; rv:10.0) Gecko/20100101 Firefox/10.0
Thanks for bugreport. Reproduced in 3.5.3 on Fedora 64 bit.
Possibly duplicate of this: Bug 44534 - EDITING: Connectors cannot be selected
*** This bug has been marked as a duplicate of bug 44534 ***